Jpmorgan Quality Factor Etf Performance
| JQUA Etf | USD 59.18 0.49 0.83% |
The etf retains a Market Volatility (i.e., Beta) of 0.79, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, JPMorgan Quality's returns are expected to increase less than the market. However, during the bear market, the loss of holding JPMorgan Quality is expected to be smaller as well.
Risk-Adjusted Performance
12 of 100
Weak | Strong |
Good
Compared to the overall equity markets, risk-adjusted returns on investments in JPMorgan Quality Factor are ranked lower than 12 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, JPMorgan Quality may actually be approaching a critical reversion point that can send shares even higher in December 2024. ...more
1 | JQUA A Diversified, Lower Volatility Quality ETF - Seeking Alpha | 09/16/2024 |
2 | JPMorgan US Quality Factor ETF Shares Sold by Teamwork Financial Advisors LLC | 10/18/2024 |
3 | JPMorgan US Quality Factor ETF Shares Bought by CAP Partners LLC | 11/18/2024 |
| In Threey Sharp Ratio | 0.45 |
JPMorgan |
JPMorgan Quality Relative Risk vs. Return Landscape
If you would invest 5,503 in JPMorgan Quality Factor on August 25, 2024 and sell it today you would earn a total of 415.00 from holding JPMorgan Quality Factor or generate 7.54% return on investment over 90 days. JPMorgan Quality Factor is currently generating 0.1143% in daily expected returns and assumes 0.6942% risk (volatility on return distribution) over the 90 days horizon. In different words, 6% of etfs are less volatile than JPMorgan, and 98% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
JPMorgan Quality Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for JPMorgan Quality's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as JPMorgan Quality Factor, and traders can use it to determine the average amount a JPMorgan Quality's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.1647
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | JQUA | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.69 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.11 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.16 actual daily | 12 88% of assets perform better |
Based on monthly moving average JPMorgan Quality is performing at about 12% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of JPMorgan Quality by adding it to a well-diversified portfolio.
JPMorgan Quality Fundamentals Growth
JPMorgan Etf prices reflect investors' perceptions of the future prospects and financial health of JPMorgan Quality, and JPMorgan Quality fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on JPMorgan Etf performance.
| Total Asset | 541.22 M | |||
About JPMorgan Quality Performance
By analyzing JPMorgan Quality's fundamental ratios, stakeholders can gain valuable insights into JPMorgan Quality's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if JPMorgan Quality has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if JPMorgan Quality has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
The fund will invest at least 80 percent of its assets in securities included in the underlying index. JPM US is traded on NYSEARCA Exchange in the United States.| Latest headline from thelincolnianonline.com: JPMorgan US Quality Factor ETF Shares Bought by CAP Partners LLC | |
| The fund retains 99.75% of its assets under management (AUM) in equities |
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in JPMorgan Quality Factor. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in employment. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
The market value of JPMorgan Quality Factor is measured differently than its book value, which is the value of JPMorgan that is recorded on the company's balance sheet. Investors also form their own opinion of JPMorgan Quality's value that differs from its market value or its book value, called intrinsic value, which is JPMorgan Quality's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because JPMorgan Quality's market value can be influenced by many factors that don't directly affect JPMorgan Quality's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between JPMorgan Quality's value and its price as these two are different measures arrived at by different means. Investors typically determine if JPMorgan Quality is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, JPMorgan Quality's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.